+8.6%
SWKS vs HST
+89.2%
-80.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.5% | +6.3% |
| 7D | +5.7% | -1.3% | +7.0% | +6.4% |
| 30D | +17.3% | +13.4% | +4.0% | +7.4% |
| 3M | +28.3% | +16.7% | +11.6% | +14.8% |
| 6M | +26.1% | +24.0% | +2.0% | +7.5% |
| YTD | +41.1% | +54.0% | -12.9% | +1.6% |
| 1Y | +31.4% | +55.0% | -23.6% | -6.0% |
| All | +8.6% | +89.2% | -80.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling